Search results

proc iml; S = 10; N = 100; P = 5000; call randseed(12345); Res = {0 , 0}; do rep = 1 to S; X = j(N, P, .); Y = j(N, 2, .); call randgen(x, ’normal’); call randgen(y, ’normal’); Cor = corr(Y || X)[{1 2}, 3:(P+2)]; Res = Res + abs(Cor)[ ,<>]; end; Res = Res / S; print Res; quit...